+114.8%
KMI vs AEM
+331.1%
-216.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.3% |
| 7D | -2.1% | -5.0% | +3.0% | -1.7% |
| 30D | -1.7% | +8.5% | -10.1% | -2.5% |
| 3M | -1.9% | +29.3% | -31.2% | -4.4% |
| 6M | -4.3% | -12.9% | +8.6% | -2.7% |
| YTD | +15.8% | +16.8% | -1.0% | +12.3% |
| 1Y | +17.6% | +29.8% | -12.3% | +11.6% |
| All | +114.8% | +331.1% | -216.3% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling